Title of article :
Approximation to the Mean and Variance of Moments Method Estimate Due to Gamma Distribution
Author/Authors :
al-abood, akram m. al-nahrain university - college of science - department of mathematics, Iraq , mahmood, yamama n. al-nahrain university - college of science - department of mathematics and computer applications, Iraq
Abstract :
In this paper, we shall consider the approximation to the mean and variance of moments method estimators due to gamma distribution by using Taylor series expansion approach. This approach showed that the estimators are asymptotically unbiased with mean square error approach zero as the sample size approach infinity. The theoretical approach assessed practically by using monte-carlo simulation.
Keywords :
Gamma distribution , moments , moments method estimation , Taylor method , Ratio approximation , monte , carlo simulation.
Journal title :
Al-Nahrain Journal Of Science
Journal title :
Al-Nahrain Journal Of Science
